Indexation of Fixed-Income Portfolios to the IMA-B
This study considers the problem of indexing fixed-income portfolios to the ANBIMA Market Index – Series B (IMA-B), composed of Brazilian National Treasury Notes – Series B (NTNBs). We propose a mathematical model that minimizes the deviations of the returns of the chosen portfolio in relation to th...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | article |
| Lenguaje: | EN PT |
| Publicado: |
FUCAPE Business School
2015
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/ca38d5f92d364e358caf4f470ef8363b |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|